The cross section for the inclusive production of isolated photons has been measured in p anti-p collisions at sqrt{s}=1.96 TeV with the D0 detector at the Fermilab Tevatron Collider. The photons span transverse momenta 23 to 300 GeV and have pseudorapidity |eta|<0.9. The cross section is compared with the results from two next-to-leading order perturbative QCD calculations. The theoretical predictions agree with the measurement within uncertainties.